Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357579.1125 | 115879.2204 | 241699.8921 | -202362.7561 | -67560.6473 | -134802.1088 |
Total P&L (%) | 357.5791 | 115.8792 | 241.6999 | -202.3628 | -67.5606 | -134.8021 |
Avg Daily Profit (%) | 0.2156 | 0.0699 | 0.1457 | 0 | -0.0679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109078 | -78781 | -109078 | -205474 | -61916 | -168377 |
Profit Factor | 1.3559 | 1.2327 | 1.4771 | 0.7001 | 0.7607 | 0.6565 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 174 | 79 | 95 | 118 | 65 | 53 |
Losing Trades | 117 | 66 | 51 | 173 | 80 | 93 |
Profitability (%) | 59.7938 | 54.4828 | 65.0685 | 40.5498 | 44.8276 | 36.3014 |
Ratio Avg Win / Avg Loss | 0.9117 | 1.0298 | 0.793 | 1.0264 | 0.9362 | 1.152 |
Largest Winning Trade | 39486 | 37545 | 39486 | 45125 | 24994 | 45125 |
Largest Losing Trade | -109078 | -45563 | -109078 | -90284 | -29528 | -90284 |
Avg Bars in Trades | 33 | 40 | 26 | 33 | 40 | 26 |
Avg Bars in Winners | 25 | 27 | 24 | 41 | 50 | 30 |
Avg Bars in Losers | 44 | 55 | 31 | 27 | 31 | 24 |
Bars Traded | 9736 | 5839 | 3897 | 9736 | 5839 | 3897 |
Profit Streak | 9.2502 | 0 | 18.2502 | 0 | 16.0835 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358979 | -99572 | 148136 | -581264 | -582382 | -584328 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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